Regression output issue

MUCPA

New Member
Joined
Sep 12, 2012
Messages
20
I'm running a regression on chemical prices. The Y (dependent) variable is my price, the X (independent) variables are 6 month rolling average prices for related chemicals.

[TABLE="width: 1227"]
<tbody>[TR]
[TD]Dep Var (Y)
[/TD]
[TD]Chem A
[/TD]
[TD]Chem B
[/TD]
[TD]Chem C
[/TD]
[TD]Chem D
[/TD]
[TD]Chem E
[/TD]
[TD]Chem F
[/TD]
[TD]Chem G
[/TD]
[TD]Chem H
[/TD]
[/TR]
[TR]
[TD="align: right"]1.55
[/TD]
[TD="align: right"]1.38
[/TD]
[TD="align: right"]2.96
[/TD]
[TD="align: right"]1567.08
[/TD]
[TD="align: right"]1238.33
[/TD]
[TD="align: right"]854.75
[/TD]
[TD="align: right"]3.09
[/TD]
[TD="align: right"]1133.33
[/TD]
[TD="align: right"]0.47
[/TD]
[/TR]
[TR]
[TD="align: right"]1.62
[/TD]
[TD="align: right"]1.72
[/TD]
[TD="align: right"]3.05
[/TD]
[TD="align: right"]1810.00
[/TD]
[TD="align: right"]1428.17
[/TD]
[TD="align: right"]1404.42
[/TD]
[TD="align: right"]3.10
[/TD]
[TD="align: right"]1088.54
[/TD]
[TD="align: right"]0.57
[/TD]
[/TR]
[TR]
[TD="align: right"]1.54
[/TD]
[TD="align: right"]1.72
[/TD]
[TD="align: right"]3.15
[/TD]
[TD="align: right"]1810.00
[/TD]
[TD="align: right"]1448.17
[/TD]
[TD="align: right"]1431.71
[/TD]
[TD="align: right"]3.19
[/TD]
[TD="align: right"]1120.42
[/TD]
[TD="align: right"]0.59
[/TD]
[/TR]
[TR]
[TD="align: right"]1.69
[/TD]
[TD="align: right"]1.83
[/TD]
[TD="align: right"]3.50
[/TD]
[TD="align: right"]1985.83
[/TD]
[TD="align: right"]1574.33
[/TD]
[TD="align: right"]1538.75
[/TD]
[TD="align: right"]3.45
[/TD]
[TD="align: right"]1312.04
[/TD]
[TD="align: right"]0.71
[/TD]
[/TR]
[TR]
[TD="align: right"]1.62
[/TD]
[TD="align: right"]1.61
[/TD]
[TD="align: right"]2.79
[/TD]
[TD="align: right"]1944.17
[/TD]
[TD="align: right"]1452.17
[/TD]
[TD="align: right"]1465.64
[/TD]
[TD="align: right"]2.78
[/TD]
[TD="align: right"]1058.13
[/TD]
[TD="align: right"]0.68
[/TD]
[/TR]
[TR]
[TD="align: right"]1.70
[/TD]
[TD="align: right"]1.67
[/TD]
[TD="align: right"]3.21
[/TD]
[TD="align: right"]2180.00
[/TD]
[TD="align: right"]1469.00
[/TD]
[TD="align: right"]1408.00
[/TD]
[TD="align: right"]3.26
[/TD]
[TD="align: right"]1363.33
[/TD]
[TD="align: right"]0.61
[/TD]
[/TR]
[TR]
[TD="align: right"]1.75
[/TD]
[TD="align: right"]1.92
[/TD]
[TD="align: right"]3.79
[/TD]
[TD="align: right"]2132.50
[/TD]
[TD="align: right"]1562.00
[/TD]
[TD="align: right"]1490.00
[/TD]
[TD="align: right"]4.04
[/TD]
[TD="align: right"]1481.25
[/TD]
[TD="align: right"]0.62
[/TD]
[/TR]
</tbody>[/TABLE]

When I run this regression, the output is this:


[TABLE="width: 1227"]
<tbody>[TR]
[TD="colspan: 2, align: center"]Regression Statistics
[/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[/TR]
[TR]
[TD]Multiple R
[/TD]
[TD="align: right"]1
[/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[/TR]
[TR]
[TD]R Square
[/TD]
[TD="align: right"]1
[/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[/TR]
[TR]
[TD]Adjusted R Square
[/TD]
[TD="align: right"]65535
[/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[/TR]
[TR]
[TD]Standard Error
[/TD]
[TD="align: right"][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[/TR]
[TR]
[TD]Observations
[/TD]
[TD="align: right"]7
[/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[/TR]
[TR]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[/TR]
[TR]
[TD]ANOVA
[/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[/TR]
[TR]
[TD][/TD]
[TD] df
[/TD]
[TD] SS
[/TD]
[TD] MS
[/TD]
[TD] F
[/TD]
[TD]Significance F
[/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[/TR]
[TR]
[TD]Regression
[/TD]
[TD="align: right"]8
[/TD]
[TD="align: right"]0.037085714
[/TD]
[TD="align: right"]0.004635714
[/TD]
[TD="align: center"]#NUM!
[/TD]
[TD="align: center"]#NUM!
[/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[/TR]
[TR]
[TD]Residual
[/TD]
[TD="align: right"][/TD]
[TD="align: right"][/TD]
[TD="align: right"]65535
[/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[/TR]
[TR]
[TD]Total
[/TD]
[TD="align: right"]8
[/TD]
[TD="align: right"]0.037085714
[/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[/TR]
[TR]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[/TR]
[TR]
[TD][/TD]
[TD]Coefficients
[/TD]
[TD]Standard Error
[/TD]
[TD]t Stat
[/TD]
[TD]P-value
[/TD]
[TD]Lower 95%
[/TD]
[TD]Upper 95%
[/TD]
[TD]Lower 95.0%
[/TD]
[TD]Upper 95.0%
[/TD]
[/TR]
[TR]
[TD]Intercept
[/TD]
[TD="align: right"]-1.28363
[/TD]
[TD="align: right"][/TD]
[TD="align: right"]65535
[/TD]
[TD="align: center"]#NUM!
[/TD]
[TD="align: right"]-1.283633148
[/TD]
[TD="align: right"]-1.283633148
[/TD]
[TD="align: right"]-1.283633148
[/TD]
[TD="align: right"]-1.283633148
[/TD]
[/TR]
[TR]
[TD]Butane monthly avg
[/TD]
[TD="align: right"]1.555782
[/TD]
[TD="align: right"][/TD]
[TD="align: right"]65535
[/TD]
[TD="align: center"]#NUM!
[/TD]
[TD="align: right"]1.555781703
[/TD]
[TD="align: right"]1.555781703
[/TD]
[TD="align: right"]1.555781703
[/TD]
[TD="align: right"]1.555781703
[/TD]
[/TR]
[TR]
[TD]Toulene monthly avg
[/TD]
[TD="align: right"][/TD]
[TD="align: right"][/TD]
[TD="align: right"]65535
[/TD]
[TD="align: center"]#NUM!
[/TD]
[TD="align: right"][/TD]
[TD="align: right"][/TD]
[TD="align: right"][/TD]
[TD="align: right"][/TD]
[/TR]
[TR]
[TD]Acryl monthly avg
[/TD]
[TD="align: right"]0.001087
[/TD]
[TD="align: right"][/TD]
[TD="align: right"]65535
[/TD]
[TD="align: center"]#NUM!
[/TD]
[TD="align: right"]0.001086923
[/TD]
[TD="align: right"]0.001086923
[/TD]
[TD="align: right"]0.001086923
[/TD]
[TD="align: right"]0.001086923
[/TD]
[/TR]
[TR]
[TD]LDPE monthly avg
[/TD]
[TD="align: right"]0.002284
[/TD]
[TD="align: right"][/TD]
[TD="align: right"]65535
[/TD]
[TD="align: center"]#NUM!
[/TD]
[TD="align: right"]0.002283682
[/TD]
[TD="align: right"]0.002283682
[/TD]
[TD="align: right"]0.002283682
[/TD]
[TD="align: right"]0.002283682
[/TD]
[/TR]
[TR]
[TD]LLDPE monthly avg
[/TD]
[TD="align: right"]-0.00219
[/TD]
[TD="align: right"][/TD]
[TD="align: right"]65535
[/TD]
[TD="align: center"]#NUM!
[/TD]
[TD="align: right"]-0.002191373
[/TD]
[TD="align: right"]-0.002191373
[/TD]
[TD="align: right"]-0.002191373
[/TD]
[TD="align: right"]-0.002191373
[/TD]
[/TR]
[TR]
[TD]Mixed xylenes monthly avg
[/TD]
[TD="align: right"]-0.26168
[/TD]
[TD="align: right"][/TD]
[TD="align: right"]65535
[/TD]
[TD="align: center"]#NUM!
[/TD]
[TD="align: right"]-0.261680247
[/TD]
[TD="align: right"]-0.261680247
[/TD]
[TD="align: right"]-0.261680247
[/TD]
[TD="align: right"]-0.261680247
[/TD]
[/TR]
[TR]
[TD]Para xylene monthly avg
[/TD]
[TD="align: right"]-0.00103
[/TD]
[TD="align: right"][/TD]
[TD="align: right"]65535
[/TD]
[TD="align: center"]#NUM!
[/TD]
[TD="align: right"]-0.001028792
[/TD]
[TD="align: right"]-0.001028792
[/TD]
[TD="align: right"]-0.001028792
[/TD]
[TD="align: right"]-0.001028792
[/TD]
[/TR]
[TR]
[TD]Propylene chem monthly avg
[/TD]
[TD="align: right"][/TD]
[TD="align: right"][/TD]
[TD="align: right"]65535
[/TD]
[TD="align: center"]#NUM!
[/TD]
[TD="align: right"][/TD]
[TD="align: right"][/TD]
[TD="align: right"][/TD]
[TD="align: right"][/TD]
[/TR]
</tbody>[/TABLE]

[TABLE="width: 1227"]
<tbody>[TR]
[TD="colspan: 2, align: center"]Regression Statistics
[/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[/TR]
[TR]
[TD]Multiple R
[/TD]
[TD="align: right"]1
[/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[/TR]
[TR]
[TD]R Square
[/TD]
[TD="align: right"]1
[/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[/TR]
[TR]
[TD]Adjusted R Square
[/TD]
[TD="align: right"]65535
[/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[/TR]
[TR]
[TD]Standard Error
[/TD]
[TD="align: right"][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[/TR]
[TR]
[TD]Observations
[/TD]
[TD="align: right"]7
[/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[/TR]
[TR]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[/TR]
[TR]
[TD]ANOVA
[/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[/TR]
[TR]
[TD][/TD]
[TD]df
[/TD]
[TD]SS
[/TD]
[TD]MS
[/TD]
[TD]F
[/TD]
[TD]Significance F
[/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[/TR]
[TR]
[TD]Regression
[/TD]
[TD="align: right"]8
[/TD]
[TD="align: right"]0.037085714
[/TD]
[TD="align: right"]0.004635714
[/TD]
[TD="align: center"]#NUM!
[/TD]
[TD="align: center"]#NUM!
[/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[/TR]
[TR]
[TD]Residual
[/TD]
[TD="align: right"][/TD]
[TD="align: right"][/TD]
[TD="align: right"]65535
[/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[/TR]
[TR]
[TD]Total
[/TD]
[TD="align: right"]8
[/TD]
[TD="align: right"]0.037085714
[/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[/TR]
[TR]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[/TR]
[TR]
[TD][/TD]
[TD]Coefficients
[/TD]
[TD] Standard Error
[/TD]
[TD] t Stat
[/TD]
[TD] P -value
[/TD]
[TD]Lower 95%
[/TD]
[TD]Upper 95%
[/TD]
[TD]Lower 95.0%
[/TD]
[TD]Upper 95.0%
[/TD]
[/TR]
[TR]
[TD]Intercept
[/TD]
[TD="align: right"]-1.28363
[/TD]
[TD="align: right"][/TD]
[TD="align: right"]65535
[/TD]
[TD="align: center"]#NUM!
[/TD]
[TD="align: right"]-1.283633148
[/TD]
[TD="align: right"]-1.283633148
[/TD]
[TD="align: right"]-1.283633148
[/TD]
[TD="align: right"]-1.283633148
[/TD]
[/TR]
[TR]
[TD]Butane monthly avg
[/TD]
[TD="align: right"]1.555782
[/TD]
[TD="align: right"][/TD]
[TD="align: right"]65535
[/TD]
[TD="align: center"]#NUM!
[/TD]
[TD="align: right"]1.555781703
[/TD]
[TD="align: right"]1.555781703
[/TD]
[TD="align: right"]1.555781703
[/TD]
[TD="align: right"]1.555781703
[/TD]
[/TR]
[TR]
[TD]Toulene monthly avg
[/TD]
[TD="align: right"][/TD]
[TD="align: right"][/TD]
[TD="align: right"]65535
[/TD]
[TD="align: center"]#NUM!
[/TD]
[TD="align: right"][/TD]
[TD="align: right"][/TD]
[TD="align: right"][/TD]
[TD="align: right"][/TD]
[/TR]
[TR]
[TD]Acryl monthly avg
[/TD]
[TD="align: right"]0.001087
[/TD]
[TD="align: right"][/TD]
[TD="align: right"]65535
[/TD]
[TD="align: center"]#NUM!
[/TD]
[TD="align: right"]0.001086923
[/TD]
[TD="align: right"]0.001086923
[/TD]
[TD="align: right"]0.001086923
[/TD]
[TD="align: right"]0.001086923
[/TD]
[/TR]
[TR]
[TD]LDPE monthly avg
[/TD]
[TD="align: right"]0.002284
[/TD]
[TD="align: right"][/TD]
[TD="align: right"]65535
[/TD]
[TD="align: center"]#NUM!
[/TD]
[TD="align: right"]0.002283682
[/TD]
[TD="align: right"]0.002283682
[/TD]
[TD="align: right"]0.002283682
[/TD]
[TD="align: right"]0.002283682
[/TD]
[/TR]
[TR]
[TD]LLDPE monthly avg
[/TD]
[TD="align: right"]-0.00219
[/TD]
[TD="align: right"][/TD]
[TD="align: right"]65535
[/TD]
[TD="align: center"]#NUM!
[/TD]
[TD="align: right"]-0.002191373
[/TD]
[TD="align: right"]-0.002191373
[/TD]
[TD="align: right"]-0.002191373
[/TD]
[TD="align: right"]-0.002191373
[/TD]
[/TR]
[TR]
[TD]Mixed xylenes monthly avg
[/TD]
[TD="align: right"]-0.26168
[/TD]
[TD="align: right"][/TD]
[TD="align: right"]65535
[/TD]
[TD="align: center"]#NUM!
[/TD]
[TD="align: right"]-0.261680247
[/TD]
[TD="align: right"]-0.261680247
[/TD]
[TD="align: right"]-0.261680247
[/TD]
[TD="align: right"]-0.261680247
[/TD]
[/TR]
[TR]
[TD]Para xylene monthly avg
[/TD]
[TD="align: right"]-0.00103
[/TD]
[TD="align: right"][/TD]
[TD="align: right"]65535
[/TD]
[TD="align: center"]#NUM!
[/TD]
[TD="align: right"]-0.001028792
[/TD]
[TD="align: right"]-0.001028792
[/TD]
[TD="align: right"]-0.001028792
[/TD]
[TD="align: right"]-0.001028792
[/TD]
[/TR]
[TR]
[TD]Propylene chem monthly avg
[/TD]
[TD="align: right"][/TD]
[TD="align: right"][/TD]
[TD="align: right"]65535
[/TD]
[TD="align: center"]#NUM!
[/TD]
[TD="align: right"][/TD]
[TD="align: right"][/TD]
[TD="align: right"][/TD]
[TD="align: right"][/TD]
[/TR]
</tbody>[/TABLE]


Please ignore the second regression output, it's not letting me delete the unintentional double-paste.

I can't tell if my confusion is because I'm not fully understanding the concepts statistically, or if there is some procedural reason that excel is giving me these wild values (R square of 1, Adjusted R square of 65535, no F value what so ever, etc...).

Any help would be greatly appreciated. Why does this regression output look so crazy?
 

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